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Dataset Information
This dataset includes quarterly earnings reports for various US stocks.
Instruments Included
- 7000+ US Stocks
Dataset Columns
symbol: The stock ticker or financial instrument identifier associated with the data.date: The end date of the fiscal period for which the financial data is reported.reported_date: The actual date on which the company reported its earnings or financial results.reported_eps: The earnings per share (EPS) that the company actually reported, representing its profitability on a per-share basis.estimated_eps: The earnings per share (EPS) that analysts or financial experts estimated prior to the actual report, reflecting market expectations.surprise: The difference between the reported EPS and the estimated EPS, indicating whether the company exceeded or fell short of expectations.surprise_percentage: The percentage difference between the reported EPS and the estimated EPS, providing a relative measure of the earnings surprise.report_time: The time of day when the earnings report was released, often categorized as "Before Market Open" (BMO) or "After Market Close" (AMC).
Data Splits
The data is split into a training set.
Dataset Maintenance
The dataset is updated on a monthly basis by Papers With Backtest.
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